+159.0%
SYF vs TLN
+583.6%
-424.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.8% | -3.7% | -0.6% |
| 7D | +2.4% | +7.1% | -4.7% | +1.1% |
| 30D | +0.8% | -3.9% | +4.7% | +1.4% |
| 3M | +13.4% | -16.2% | +29.6% | +16.4% |
| 6M | +16.3% | -5.8% | +22.2% | +15.9% |
| YTD | -3.0% | -15.4% | +12.4% | -2.0% |
| 1Y | +5.7% | -16.7% | +22.4% | +6.3% |
| 3Y | +160.1% | +473.8% | -313.6% | +77.7% |
| All | +159.0% | +583.6% | -424.6% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TLN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling